structural break test in cointegration

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disha
Posts: 3
Joined: Mon Mar 01, 2010 4:25 am

structural break test in cointegration

Postby disha » Tue Mar 02, 2010 8:35 am

Could you please tell me how to do a structural test in cointegration in eviews?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: structural break test in cointegration

Postby EViews Gareth » Tue Mar 02, 2010 8:59 am

There is no built in procedure for that.
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disha
Posts: 3
Joined: Mon Mar 01, 2010 4:25 am

Re: structural break test in cointegration

Postby disha » Tue Mar 02, 2010 9:34 am

QMS Gareth wrote:There is no built in procedure for that.

THank you.
But could you tell me how should I go about it, if I wish to test structural break in cointegration(eviews)?
Also, is chow test good for testing such structural breaks?[

EViews Glenn
EViews Developer
Posts: 2616
Joined: Wed Oct 15, 2008 9:17 am

Re: structural break test in cointegration

Postby EViews Glenn » Wed Mar 03, 2010 10:26 am

Google or Bing will do a better job of answering that question than we can...


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